We've shown you how to make any pair of gloves work with a touchscreen so you can operate your …
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PocketNow.com demonstrates how a rolled-up anti-static bag, the kind that hardware geeks often accumulate over time, can fit the bill on a Zune HD some kind of Windows Mobile phone, and presumably other phones, as well. I gave it a go using a small bag from a MintyBoost kit and a Nexus One, but didn't have much luck—then again, it didn't look like the kind of full-fledged static bag I remember from my PCI card memories. Also unanswered: whether this would pull off the touch trick if your fingers were covered with gloves and not making direct contact with the anti-static film.

You'd probably want to arrange your anti-static material such that a hard edge wasn't swiping and scratching your screen, but it's a good starting point for making your own convenient stylus that also makes for a neat talking point.